TALO · Expected Move

Talos Energy, Inc. Common Stock

The expected move for TALO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

TALO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current TALO Expected Move
30-Day Straddle
$2.58
7-Day Straddle
$0.38
30-Day ATM IV
59.3%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to TALO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TALO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $2.58 $0.38 59.3% 35%
20261015 $2.38 $0.75 54.1% 24%
20261014 $2.33 $0.72 — —
20261013 $2.40 $0.88 — —
20261012 $2.58 $0.95 56.5% 29%
20261009 $2.40 $1.12 53.4% 23%
20261008 $2.30 $0.97 — —
20261007 $2.33 $1.22 48.2% 12%
20261006 $2.35 $1.27 50.3% 16%
20261005 $2.67 $1.43 54.9% 26%
20261002 $1.57 $1.57 50.6% 17%
20261001 $1.53 $1.53 54.9% 26%
20260930 $1.70 $1.70 55.2% 26%
20260929 $1.62 $1.62 53.3% 22%
20260928 $1.85 $1.85 52.0% 20%
20260925 $1.85 $1.85 — —
20260924 $1.80 $1.80 51.0% 18%
20260923 $1.95 $1.95 50.9% 18%
20260922 $1.80 $1.80 49.1% 14%
20260921 $2.00 $2.00 51.1% 18%
20260918 $2.02 $0.85 52.0% 20%
20260917 $2.00 $0.45 49.4% 15%
20260916 $2.08 $0.85 52.0% 20%
20260915 $2.27 $1.27 50.9% 18%
20260914 $2.17 $1.02 51.6% 19%
20260911 $2.28 $1.02 52.2% 20%
20260910 $2.38 $1.32 54.9% 26%
20260909 $2.17 $1.27 49.9% 16%
20260908 $2.27 $1.33 51.9% 20%
20260904 $2.27 $1.27 48.7% 13%
20260903 $2.35 $1.38 50.6% 17%
20260902 $1.18 $1.18 49.0% 14%
20260901 $1.50 $1.50 52.1% 20%
20260831 $1.50 $1.50 50.2% 16%
20260828 $1.55 $1.55 49.2% 14%
20260827 $1.62 $1.62 48.6% 13%
20260826 $1.85 $1.85 50.4% 17%
20260825 $1.73 $1.73 46.5% 9%
20260824 $1.70 $1.70 48.4% 13%
20260821 $1.60 $0.43 43.0% 2%
20260820 $1.93 $0.70 47.7% 11%
20260819 $2.00 $0.92 49.6% 15%
20260818 $1.68 $1.30 42.2% 0%
20260817 $2.20 $1.55 49.3% 7%
20260814 $1.67 $0.98 91.7% 100%
20260813 $1.85 $0.85 48.1% 5%
20260812 $1.85 $1.15 46.6% 1%
20260811 $1.82 $1.35 46.4% 0%
20260810 $2.15 $1.32 68.7% 62%
20260807 — — 51.2% 12%
20260806 $2.17 $1.40 61.7% 42%
20260805 $1.45 $1.45 62.8% 45%
20260804 $2.15 $2.15 79.0% 91%
20260803 $1.77 $1.77 67.0% 58%
20260731 $1.85 $1.85 61.2% 42%
20260730 $1.88 $1.88 62.6% 55%
20260729 $2.08 $2.08 67.8% 67%
20260728 $2.85 $2.85 81.9% 100%
20260727 $1.95 $1.95 70.1% 79%
20260724 $2.05 $2.05 61.9% 58%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.